Semi-convergence analysis of the GSS iteration methods for singular saddle point problems
Numerical analysis of the Leray reduced order model
Reproducing kernel method for solving singularly perturbed differential-difference equations with boundary layer behavior in Hilbert space
A modified quasi-Newton method for nonlinear equations
An efficient quadrature rule on the Cubed Sphere
On a new family of radial basis functions: Mathematical analysis and applications to option pricing
Some properties of central Delannoy numbers
Heterogeneous multiscale method for optimal control problem governed by parabolic equation with highly oscillatory coefficients
A boundary preserving numerical scheme for the Wright–Fisher model
An iterative reproducing kernel method in Hilbert space for the multi-point boundary value problems
Simultaneous identification of the spatio-temporal dependent heat transfer coefficient and spatially dependent heat flux using an MCGM in a parabolic system
On the bifurcation of Marotto’s map and its application in image encryption
Barrier option pricing under the 2-hypergeometric stochastic volatility model
Erratum to “Conservative integrators for a toy model of weak turbulence” [J. Comput. Appl. Math. 325 (2017) 113–124]
Stability for implicit–explicit schemes for non-equilibrium kinetic systems in weighted spaces with symmetrization
Point-to-ellipse and point-to-ellipsoid distance equation analysis
Option pricing using a computational method based on reproducing kernel
A Tikhonov regularized penalty function approach for solving polylinear programming problems
Marching schemes for inverse scattering problems in waveguides with curved boundaries
Metric-like spaces to prove existence of solution for nonlinear quadratic integral equation and numerical method to solve it
A new adaptive weighted essentially non-oscillatory WENO-θ scheme for hyperbolic conservation laws
Computing moments of discrete order statistics from non-identical distributions
A numerical method for pricing discrete double barrier option by Legendre multiwavelet
Goal-based portfolio choice model with discounted preference
A modified generalized shift-splitting method for nonsymmetric saddle point problems
Several efficient gradient methods with approximate optimal stepsizes for large scale unconstrained optimization
Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model
Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation
Efficient CPR-type preconditioner and its adaptive strategies for large-scale parallel reservoir simulations
A geometric analysis of time series leading to information encoding and a new entropy measure
Optimal harvesting for age distribution and weighted size competitive species with diffusion
Finite element method for a space-fractional anti-diffusive equation
A computational algorithm for the evaluation on the lifetime performance index of products with Rayleigh distribution under progressive type I interval censoring
